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Linear discriminant analysis (LDA) stands as a widely used supervised feature extraction technique that maps data onto a low-dimensional subspace such that the between-class scatter is maximized while within-class scatter is minimized. Despite its utility, LDA faces many challenges, particularly when the within-class scatter matrix becomes singular due to small sample size. Other dimensionality reduction techniques, such as Neighbourhood Component Analysis (NCA), have been proposed as alternatives to LDA. NCA learns a linear transformation that maximizes the likelihood that datapoints of the same class are clustered together in the lower-dimensional space. However, the optimization of NCA relies on a non-convex cost function, making it prone to local minima. To address the challenges faced by both LDA and NCA, we propose a novel dimensionality reduction method named neighborhood discriminant analysis (NDA). Like NCA, NDA learns a linear transformation that aims to cluster datapoints based on class label. However, NDA is framed as an eigendecomposition problem, eliminating the need for non-convex optimization. We demonstrate the new approach on real small target sonar data. Work funded by the ONR grant numbers N000142112420 and N000142312503, and DoD Navy (NEEC) Grant No. N001742010016.
Christensen et al. (Fri,) studied this question.